The purpose of this protocol is to determine the effects of testosterone administration and exercise to increase lean body mass and exercise functional capacity in eugonadal men with the AIDS wasting syndrome. The protocol is designed as a 3 month double blind, placebo controlled, randomized trial. All participants will be randomized to one of four arms: 1) testosterone plus excercise, 2) placebo plus exercise, 3) testosterone alone, and 4) placebo alone. 100 patients will be recruited for this study from the MGH ID clinic, other Infectious Disease units, primary care providers, social service agencies, posters, and advertisements. To be eligible, patients must be HIV positive, between the ages of 18 and 50 years old, and weigh less than 90% ideal body weight and/or have had involuntary weight loss of 10% of their pre-illness weight. Patients are excluded from the protocol for the following: new opportunistic infection within 6 weeks of starting the study; hemoglobin less than 9g/dL and/or platelets less than 50,000mm3; use of new antiretroviral within 8 weeks of baseline; active substance abuse; current use of hormones, steroids, ketoconazole, or parenteral nutrition; past medical history of cardiac disease; prostate malignancy, bipolar illness, hypothalamic or pituitary disease.